On unified framework for nonlinear grey system models: an integro-differential equation perspective

DOI10.1016/J.CNSNS.2022.106250zbMATH Open1485.93230arXiv2109.03101OpenAlexW3198411013WikidataQ114196485 ScholiaQ114196485MaRDI QIDQ2076278FDOQ2076278

Nai-ming Xie, Xiao-Lei Wang, Lu Yang, Baolei Wei

Publication date: 16 February 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Abstract: Nonlinear grey system models, serving to time series forecasting, are extensively used in diverse areas of science and engineering. However, most research concerns improving classical models and developing novel models, relatively limited attention has been paid to the relationship among diverse models and the modelling mechanism. The current paper proposes a unified framework and reconstructs the unified model from an integro-differential equation perspective. First, we propose a methodological framework that subsumes various nonlinear grey system models as special cases, providing a cumulative sum series-orientated modelling paradigm. Then, by introducing an integral operator, the unified model is reduced to an equivalent integro-differential equation; on this basis, the structural parameters and initial value are estimated simultaneously via the integral matching approach. The modelling procedure comparison further indicates that the integral matching-based integro-differential equation provides a direct modelling paradigm. Next, large-scale Monte Carlo simulations are conducted to compare the finite sample performance, and the results show that the reduced model has higher accuracy and robustness to noise. Applications of forecasting the municipal sewage discharge and water consumption in the Yangtze River Delta of China further illustrate the effectiveness of the reconstructed nonlinear grey models.

Full work available at URL: https://arxiv.org/abs/2109.03101

zbMATH Keywords

integral matchingcumulative sum operatormunicipal sewage dischargenonlinear grey system models

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Nonlinear systems in control theory (93C10) Control/observation systems with incomplete information (93C41)

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Cited In (3)

• A collocation method using generalized Laguerre polynomials for solving nonlinear optimal control problems governed by integro-differential equations
• Mechanism of single variable grey forecasting modelling: integration of increment and growth rate
• Parameter estimation strategies for separable grey system models with comparisons and applications

Uses Software

• Scikit
• Statsmodels

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